Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/08/2024 | 0,36% | 2,86 CHF | 2,87 CHF | 142 000 | 142 000 | 78 678 | 78 678 | 224 691 CHF | 225 480 CHF | 97,88% | 97,88% |
14/08/2024 | 0,35% | 2,75 CHF | 2,76 CHF | 144 000 | 144 000 | 78 488 | 78 488 | 225 479 CHF | 226 266 CHF | 99,13% | 99,13% |
13/08/2024 | 0,34% | 3,00 CHF | 3,01 CHF | 140 000 | 140 000 | 77 147 | 77 147 | 229 789 CHF | 230 562 CHF | 100,00% | 100,00% |
12/08/2024 | 0,34% | 2,99 CHF | 3,00 CHF | 140 000 | 140 000 | 77 063 | 77 063 | 231 218 CHF | 231 991 CHF | 99,13% | 99,13% |
09/08/2024 | 0,35% | 2,83 CHF | 2,84 CHF | 144 000 | 144 000 | 77 317 | 77 317 | 222 967 CHF | 223 743 CHF | 99,42% | 99,42% |
08/08/2024 | 0,36% | 2,93 CHF | 2,94 CHF | 140 000 | 140 000 | 78 795 | 78 795 | 224 092 CHF | 224 881 CHF | 99,84% | 99,84% |
07/08/2024 | 0,35% | 2,90 CHF | 2,91 CHF | 142 000 | 142 000 | 77 746 | 77 746 | 224 256 CHF | 225 035 CHF | 99,47% | 99,47% |
06/08/2024 | 0,41% | 2,75 CHF | 2,76 CHF | 146 000 | 146 000 | 80 410 | 80 410 | 222 429 CHF | 223 311 CHF | 99,18% | 99,18% |
02/08/2024 | 0,32% | 3,06 CHF | 3,07 CHF | 140 000 | 140 000 | 75 832 | 75 832 | 239 178 CHF | 239 940 CHF | 98,19% | 98,19% |
30/07/2024 | 0,30% | 3,31 CHF | 3,32 CHF | 132 000 | 132 000 | 72 720 | 72 720 | 243 928 CHF | 244 657 CHF | 99,77% | 99,77% |